Rob O'Neill, the former Navy SEAL who said he shot and killed Osama bin Laden, told Fox News that the team who killed the founder of al-Qaeda believed they were all going to die, but that it was worth it.

"They sat us in a room and said, 'Hey, we found a thing,'" O'Neill said. "'And the thing's in a house and the house is in a bowl and the bowl's in a country and you're gonna go to the house and you're gonna get a thing and bring it back to us.' That was it. We assumed it was Gaddafi because it was the Arab Spring."

Eventually the team discovered they were being sent to kill bin Laden. "They told us a couple of things like, 'We're going to read you in eventually and here's who's going to be there,' and they said a few names that didn't make sense," O'Neill said. "A few of us were talking a couple days later about this person: 'This person, why would they be there? It's bin Laden. They found him. We're going to go get him.'"

"The more we trained on it, the more we realized this is going to be a one-way mission," O'Neill said.

"We're going to go and we're not going to come back. We're going to die when the house blows up. We're going to die when he blows up. Or we are going to be there too long and we'll get arrested by the Pakistanis and we're going to spend the rest of our short lives in Pakistan prison."

"This is going to happen and we're not coming home. It was worth it," O'Neill said.

O'Neill said the CIA analyst told him, "If you want to kill him, he's on the third floor. Hundred percent."

"I believed her," O'Neill said.

O'Neill said he talked himself out of his initial position as a leader of external security outside the house and was put on the team that had to land on Bin Laden's roof — known as the "Martyrs' Brigade" — and potentially have a shootout with the terrorist leader from his balcony.

"To be part of something so historic, you can't ask for more. We wanted it bad," O'Neill said.